Anic Equity¶

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Total return since start: 0.582 %¶

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Equity now: -----------------------------> 48317.1 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44255.5 Kr¶

PnL: ---------------------------------------> -800.5 Kr¶

DD now: ---------------------------------> -9.042 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-07 12:03:38.870704'

Anic Portfolio¶

Today¶

Return: 0.008 %¶

This Week¶

Return: -2.0 %¶

Total portfolio value¶

Return including deposits: 58.178 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.770000 1615.860000 146.860000 10.000000 1468.999998
Hexatronic Group 12 6.430000 1061.280000 94.280000 9.750000 966.999996
Hoist Finance 35 -0.170000 1011.500000 31.500000 3.210000 980.000000
OX2 13 0.070000 972.400000 22.400000 2.360000 949.999999
INVISIO 16 1.310000 3704.000000 15.000000 0.410000 3689.000000
Clas Ohlson B 12 5.800000 985.800000 12.800000 1.320000 972.999996
VEF 909 1.690000 1861.630000 11.630000 0.630000 1850.000436
BioGaia B 8 3.340000 941.600000 11.600000 1.250000 930.000000
Gränges 9 2.360000 937.800000 9.800000 1.060000 927.999999
Atrium Ljungberg B 5 -2.690000 939.000000 4.000000 0.430000 935.000000
Sagax B 4 0.140000 856.800000 2.800000 0.330000 854.000000
HEXPOL B 9 1.430000 1023.300000 2.300000 0.230000 1020.999996
Sagax A 4 0.470000 856.000000 2.000000 0.230000 854.000000
JM 6 -1.030000 863.400000 -0.600000 -0.070000 864.000000
Catena 2 -1.860000 782.400000 -9.600000 -1.210000 792.000000
Bilia A 8 1.180000 888.800000 -11.200000 -1.240000 900.000000
AcadeMedia 8 -2.600000 389.600000 -12.400000 -3.080000 402.000000
Byggmax Group 33 1.790000 937.200000 -18.800000 -1.970000 956.000001
Biotage 7 -1.360000 917.000000 -24.000000 -2.550000 940.999997
Addnode Group B 11 2.000000 896.500000 -24.500000 -2.660000 921.000003
SKF B 5 1.390000 912.750000 -27.250000 -2.900000 940.000000
ASSA ABLOY B 3 -0.440000 749.700000 -29.300000 -3.760000 779.000001
Creaspac SPAC 39 0.000000 3685.500000 -32.500000 -0.870000 3717.999987
EQT 4 0.480000 797.000000 -35.000000 -4.210000 832.000000
Nordic Waterproofing Holding 7 -0.600000 928.200000 -38.800000 -4.010000 966.999999
Alimak Group 11 0.620000 888.800000 -39.200000 -4.220000 927.999996
Latour B 4 1.040000 814.400000 -42.600000 -4.970000 857.000000
Vitec Software Group B 2 1.770000 1035.000000 -52.000000 -4.780000 1087.000000
Bufab 3 1.510000 1050.600000 -58.400000 -5.270000 1109.000001
Platzer Fastigheter Holding B 12 -0.660000 902.400000 -58.600000 -6.100000 960.999996
Indutrade 5 0.260000 1156.000000 -62.000000 -5.090000 1218.000000
Orrön Energy 180 0.180000 1955.700000 -87.300000 -4.270000 2043.000000
Sedana Medical 93 0.160000 2399.400000 -121.600000 -4.820000 2521.000011
BHG Group 97 -0.600000 1284.280000 -174.720000 -11.980000 1458.999989
Hexagon B 26 0.120000 3253.900000 -207.100000 -5.980000 3461.000010
TOTAL 44255.500000 -800.500000 -9.0422% 45056.000411

Updated:¶

'2023-07-07 12:03:57.235926'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶